Mathematical Finance

© Wiley Periodicals, Inc.

Cover image for Vol. 23 Issue 2

April 2013

Volume 23, Issue 2

Pages 217–386

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. LÉVY PROCESSES INDUCED BY DIRICHLET (B-)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS (pages 217–247)

      Vladimir K. Kaishev

      Article first published online: 13 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00504.x

    2. A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES (pages 248–274)

      Rama Cont and Thomas Kokholm

      Article first published online: 6 JUL 2011 | DOI: 10.1111/j.1467-9965.2011.00492.x

    3. THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL (pages 275–296)

      Ole Eiler Barndorff-Nielsen and Robert Stelzer

      Article first published online: 6 JUL 2011 | DOI: 10.1111/j.1467-9965.2011.00494.x

    4. HEDGING UNDER ARBITRAGE (pages 297–317)

      Johannes Ruf

      Article first published online: 3 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00502.x

    5. CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (pages 318–338)

      Jhihrong Lin and Ken Palmer

      Article first published online: 3 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00501.x

    6. COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES (pages 339–365)

      Bogdan Grechuk, Anton Molyboha and Michael Zabarankin

      Article first published online: 5 JUL 2011 | DOI: 10.1111/j.1467-9965.2011.00495.x

    7. NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (pages 366–386)

      Bruno Bouchard and Adrien Nguyen Huu

      Article first published online: 6 JUL 2011 | DOI: 10.1111/j.1467-9965.2011.00493.x

SEARCH

SEARCH BY CITATION